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Alger SmallCap Growth B (ALSCX)
On
Nov 27
:
4.89
0.10
(2.00%)
MORE ON ALSCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
18.06%
Worst 1 Yr Total Return
(2008)
:
-46.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ALSCX
Category
Alpha (against Standard Index)
2.74
1.71
Beta (against Standard Index)
1.15
1.15
Mean Annual Return
-6.54
-0.40
R-squared (against Standard Index)
86
85.55
Standard Deviation
24.16
24.28
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.79
N/A
5 Years
Statistic
ALSCX
Category
Alpha (against Standard Index)
4.85
1.12
Beta (against Standard Index)
1.21
1.19
Mean Annual Return
3.95
0.21
R-squared (against Standard Index)
82
81.02
Standard Deviation
21.23
21.15
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.77
N/A
10 Years
Statistic
ALSCX
Category
Alpha (against Standard Index)
0.15
5.25
Beta (against Standard Index)
1.17
1.18
Mean Annual Return
-2.96
0.43
R-squared (against Standard Index)
59
56.73
Standard Deviation
24.54
25.52
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-5.06
N/A
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